This past February marked the worst performance month for quantitative hedge funds in 17 years. These hedge funds, which rely on following trends and computer-based analysis were fooled by the steady upward movement of stocks ending in a sudden downturn, one of the fastest market corrections in history. “Commodity trading advisors” (CTAs) or managed futures …
Tag Archives: CTA
Density Fund Closing After Poor Performance
The manager of the Sweden-based hedge fund Density said the fund will be closing down due to its lagging performance. “Performance has not been what we hoped for,” said Jonas Vikstrom, managing director of Vikstrom & Andersson Asset Management and co-manager of the Density fund. “We aim for a niche in the CTA space but …
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